+197.6%
JCI vs USFD
+159.3%
+38.3%
-21.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | USFD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | -0.1% | +2.6% | +2.5% |
| 7D | +2.9% | -0.2% | +3.1% | +3.0% |
| 30D | -6.9% | +12.3% | -19.3% | -10.6% |
| 3M | -6.3% | -0.7% | -5.6% | -6.2% |
| 6M | +2.6% | +31.3% | -28.7% | -7.9% |
| YTD | +21.8% | +45.7% | -23.9% | +2.4% |
| 1Y | +19.6% | +52.1% | -32.5% | -1.8% |
| All | +197.6% | +159.3% | +38.3% | +84.7% |
Cumulative growth
Daily Returns
Daily percentage return beside USFD.
Daily Out/Under-Performance
Portfolio return minus USFD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × USFD return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 3y: compounded portfolio wealth divided by compounded USFD wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
3y analysis · Full analysis span regression · 6 months rolling